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This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…

Numerical Analysis · Mathematics 2012-10-19 Marcus Grote , Teodora Mitkova

In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…

Numerical Analysis · Mathematics 2025-04-25 João Guilherme Caldas Steinstraesser , Martin Schreiber , Pedro da Silva Peixoto

We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…

Numerical Analysis · Mathematics 2018-08-14 Fanhai Zeng , Ian Turner , Kevin Burrage , George Em Karniadakis

Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…

Computational Engineering, Finance, and Science · Computer Science 2023-09-11 Xiaojing Tang , Dong Wu , Zhengtong Wang , Oskar Haidn , Xiangyu Hu

The semi-implicit (partly decoupled, also called staggered or fraction-step) time discretization is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e.\ in the actual deforming…

Numerical Analysis · Mathematics 2025-10-14 Tomáš Roubíček

In this work, we design and investigate contrast-independent partially explicit time discretizations for wave equations in heterogeneous high-contrast media. We consider multiscale problems, where the spatial heterogeneities are at subgrid…

Numerical Analysis · Mathematics 2022-07-20 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Petr N. Vabishchevich

We show that, even for extremely stiff systems, explicit integration may compete in both accuracy and speed with implicit methods if algebraic methods are used to stabilize the numerical integration. The required stabilizing algebra depends…

Solar and Stellar Astrophysics · Physics 2016-08-01 M. W. Guidry , R. Budiardja , E. Feger , J. J. Billings , W. R. Hix , O. E. B. Messer , K. J. Roche , E. McMahon , M. He

We propose new semi-implicit numerical methods for the integration of the stochastic Landau-Lifshitz equation with built-in angular momentum conservation. The performance of the proposed integrators is tested on the 1D Heisenberg chain. For…

Mesoscale and Nanoscale Physics · Physics 2013-11-26 J. H. Mentink , M. V. Tretyakov , A. Fasolino , M. I. Katsnelson , Th. Rasing

This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…

Numerical Analysis · Mathematics 2021-08-31 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Wenyuan Li

We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Svetlana Krišková , Michaela Rohová , Michal Žeravý

This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…

Numerical Analysis · Mathematics 2013-05-06 Buyang Li , Weiwei Sun

A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…

Computational Physics · Physics 2009-11-13 Anthony JC Ladd , Gaurav Misra

We investigate a spatially discrete surrogate model for the dynamics of a slender, elastic, inextensible fiber in turbulent flows. Deduced from a continuous space-time beam model for which no solution theory is available, it consists of a…

Probability · Mathematics 2017-04-28 Felix Lindner , Nicole Marheineke , Holger Stroot , Alexander Vibe , Raimund Wegener

When the singular values of the evolution operator are all smaller or all greater than one, stable integration algorithms are obtained either by explicit or implicit methods. When the singular spectrum mixes greater and smaller than one…

Plasma Physics · Physics 2021-01-19 João P. S. Bizarro , L. Venâncio , R. Vilela Mendes

Efficient and energy stable high order time marching schemes are very important but not easy to construct for the study of nonlinear phase dynamics. In this paper, we propose and study two linearly stabilized second order semi-implicit…

Numerical Analysis · Mathematics 2019-09-04 Lin Wang , Haijun Yu

For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such…

Numerical Analysis · Mathematics 2018-11-07 Giuseppe Izzo , Zdzislaw Jackiewicz

In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…

Numerical Analysis · Mathematics 2026-04-15 Xianping Li , Woinshet D. Mergia , Kailash C. Patidar

A new class of semi-implicit numerical schemes for linear advection equation on Cartesian grids is derived that is inspired by so-called $\kappa$-schemes used with fully explicit discretizations for this type of problems. Opposite to fully…

Numerical Analysis · Mathematics 2016-11-15 Peter Frolkovič , Karol Mikula

This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…

Numerical Analysis · Mathematics 2024-10-29 Zhe Jiao , Yaxu Li , Lijing Zhao